Probability and Statistics cheat sheet

by John on October 4, 2010

Matthias Vallentin posted a comment on my post about a math/CS cheat sheet to say that he’s been working on a probability and statistics cheat sheet. Looks great, though at 24 pages it stretches the definition of “cheat sheet” even more than the computer science cheat sheet did.

Anybody know of other cool cheat sheets?

Related links:

Diagram of probability relationships
Diagram of modes of convergence
Diagram of special function relationships

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{ 9 comments… read them below or add one }

1

Jerzy 10.05.10 at 07:54

The chart at the end comes from an article by Larry Leemis and Jacquelyn McQueston:
http://www.math.wm.edu/~leemis/2008amstat.pdf

It’s fun to compare it to Leemis’ older version of the chart from 1986, if you have JSTOR access:
http://www.jstor.org/stable/2684876?seq=2

2

John 10.05.10 at 08:02

I prefer the original chart by Leemis. The graphics quality is better in the new chart, but it’s too cluttered with obscure distributions. Nearly everything in the original chart is important.

3

Jerzy 10.05.10 at 08:19

I suppose each serves a different need. The newer chart is mind-blowing and I’m really glad that there now exists a single place to visualize all these connections. But I agree that the older chart is more practical and relevant as a day-to-day resource.

4

Iain Murray 10.05.10 at 09:50

I’ve found the following two cheat-sheets very useful:
http://www.cs.nyu.edu/~roweis/notes/matrixid.pdf
http://www.cs.nyu.edu/~roweis/notes/gaussid.pdf
They’re useful when dealing with linear/Gaussian statistical models, amongst other things.

There are a *lot* of matrix cheat-sheets around on the web. A large synthesis of several of them is: http://matrixcookbook.com/ — which includes references to some of the sources.

I once wrote a “cribsheet” listing some things that students taking an introductory machine learning course should know. Those not already knowing the things on the sheet would probably have to look elsewhere to work them out though. http://homepages.inf.ed.ac.uk/imurray2/pub/cribsheet.pdf (more info and source http://homepages.inf.ed.ac.uk/imurray2/teaching/ )

5

Matthias Vallentin 10.05.10 at 10:48

Quite a few people send me the pointer to the paper from Leemis and McQueston, which includes the distribution chart I put on the last page of the cheatsheet (but did not know the author until now). Thanks folks, I updated the cheatsheet.

6

Tordek 10.06.10 at 15:45

Ugh, I can’t open it. It says it’s damaged. I think you broke it when you updated it.

7

John 10.06.10 at 15:54

Tordek: It’s not my file. But it does look like the owner made some change that broke the file.

8

Matthias Vallentin 10.06.10 at 15:56

Tordek: It should work again, sorry for the inconvenience.

9

Tordek 10.06.10 at 17:29

@John: yeah, I know; I saw Matthias’ comment and was referring to him.

@Matthias: Awesome!

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